+1,074.1%
BAH vs VIG
+587.1%
+486.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.2% |
| 7D | -1.6% | -0.3% | -1.3% | -1.4% |
| 30D | +18.0% | +4.9% | +13.1% | +13.6% |
| 3M | +11.4% | +2.9% | +8.5% | +8.8% |
| 6M | +17.7% | +11.2% | +6.5% | +8.3% |
| YTD | +5.4% | +16.0% | -10.6% | -6.4% |
| 1Y | +2.8% | +17.0% | -14.2% | -9.3% |
| 3Y | -26.7% | +66.9% | -93.5% | -51.6% |
| 5Y | +8.1% | +65.8% | -57.8% | -29.1% |
| 10Y | +202.5% | +263.6% | -61.1% | +1.1% |
| All | +1,074.1% | +587.1% | +486.9% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling